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A multi agent model for the limit order book dynamics

✍ Scribed by M. Bartolozzi

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

A Dynamic Model of the Limit Order Book

✍ Rosu, I. 📂 Article 📅 2009 🏛 Oxford University Press 🌐 English ⚖ 364 KB

A Dynamic Model of the Limit Order Book

✍ Rosu, I. 📂 Article 📅 2009 🏛 Oxford University Press 🌐 English ⚖ 364 KB

A limit order book model for latency arb

✍ Samuel N. Cohen, Lukasz Szpruch 📂 Article 📅 2012 🏛 Springer-Verlag 🌐 English ⚖ 206 KB

Quantized tracking control for a multi-a

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Dynamic modeling of a disturbance in a m

✍ Flavien Balbo; Suzanne Pinson 📂 Article 📅 2005 🏛 Elsevier Science 🌐 English ⚖ 765 KB

CaTMAS: A multi-agent model for simulati

✍ Mahamadou Belem; Raphaël J. Manlay; Jean-Pierre Müller; Jean-Luc Chotte 📂 Article 📅 2011 🏛 Elsevier Science 🌐 English ⚖ 995 KB